Bayes sequential estimation for a Poisson process under a LINEX loss function

DOI10.1080/02331888.2011.648640zbMath1440.62310OpenAlexW2110553951MaRDI QIDQ2863063

Leng-Cheng Hwang, Cheng-Hung Lee

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.648640

zbMATH Keywords

LINEX loss functionasymptotically pointwise optimalasymptotically optimalhomogeneous Poisson processBayes sequential estimationasymptotically non-deficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Related Items (2)

Second order optimal approximation in a particular exponential family under asymmetric LINEX loss ⋮ A robust two-stage procedure for the Poisson process under the linear exponential loss function

Cites Work

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